FX Vol Premium Trade Ideas
Jan 12th 2022
08:00 AM Singapore
Buy Two-Month EUR Strangles

EXPIRY DATE
2022-03-10 (57 DAYS)

SPOT REF 1.1370

BUY 2-MONTH 1.1500 EUR CALL 51.5 TICS
BUY 2-MONTH 1.1250 EUR PUT 51.5 TICS
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TOTAL PREMIUM 103 TICS


DELTA HEDGE ORDERS

BUY 50% OF THE HEDGE AT 1.1188
SELL 50% OF THE HEDGE AT 1.1674


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